+47.1%
FCEL vs SARO
-22.5%
+69.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.0% |
| 7D | +6.3% | -3.1% | +9.4% | +8.1% |
| 30D | -26.7% | -12.2% | -14.4% | -21.0% |
| 3M | -10.2% | -7.4% | -2.8% | -3.5% |
| 6M | +123.5% | -15.3% | +138.8% | +145.7% |
| YTD | +117.4% | -16.2% | +133.6% | +143.8% |
| 1Y | +146.0% | -12.1% | +158.1% | +172.6% |
| All | +47.1% | -22.5% | +69.6% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling